GAMS — The Solver Manuals - Available Software

OSL
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
2 How to Run a Model with OSL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
3 Overview of OSL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
3.1 The Simplex Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
3.2 The Interior Point Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
3.3 The Network Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
4 GAMS Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
4.1 Options Specified Through the Option Statement . . . . . . . . . . . . . . . . . . . . . . 443
4.2 Options Specified Through Model Suffixes . . . . . . . . . . . . . . . . . . . . . . . . . . 443
5 Summary of OSL Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
5.1 LP Algorithmic Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
5.2 MIP Algorithmic Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
5.3 Screen and Output File Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
5.4 Advanced LP Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
5.5 Examples of GAMS/OSL Option File . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
6 Detailed Description of OSL Options . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
7 Special Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
7.1 Cuts Generated During Branch and Bound . . . . . . . . . . . . . . . . . . . . . . . . . 452
7.2 Presolve Procedure Removing All Constraints from the Model . . . . . . . . . . . . . . 452
7.3 Deleting the Tree Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
8 The GAMS/OSL Log File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
9 Examples of MPS Files Written by GAMS/OSL . . . . . . . . . . . . . . . . . . . . 454
1 Introduction
This document describes the GAMS interface to OSL.
OSL is the IBM Optimization Subroutine Library, containing high performance solvers for LP (linear programming),
MIP (mixed integer programming) and QP (quadratic programming) problems. GAMS does not support
the QP capabilities of OSL, you have to use a general non-linear solver like MINOS or CONOPT for that.
OSL offers quite a few algorithms and tuning parameters. Most of these are accessible by the GAMS user through
an option file. In most cases GAMS/OSL should perform satisfactory without using any options.
2 How to Run a Model with OSL
OSL is capable of solve models of the following types: LP, RMIP and MIP. If you did not specify OSL as a default
LP, RMIP or MIP solver, then you can use the following statement in your GAMS model:
option lp = osl; { or RMIP or MIP }
It should appear before the SOLVE statement.